Bayesian estimation for longitudinal data in a joint model with HPCs

DOI10.1080/02331888.2023.2185243OpenAlexW4323539638MaRDI QIDQ6044813

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Publication date: 22 May 2023

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2023.2185243

zbMATH Keywords

longitudinal dataMarkov chain Monte Carlojoint modelhyperspherical coordinatesselection priors

Mathematics Subject Classification ID

Bayesian inference (62F15)

Cites Work

• Generating random correlation matrices based on partial correlations
• Efficient Bayesian regularization for graphical model selection
• GEE analysis in joint mean-covariance model for longitudinal data
• A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data
• Modelling of covariance structures in generalised estimating equations for longitudinal data
• An Approach to the Analysis of Repeated Measurements
• A moving average Cholesky factor model in covariance modelling for longitudinal data
• Random Effects Selection in Linear Mixed Models
• Analysis of multivariate probit models
• Bayesian Measures of Model Complexity and Fit
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• A Joint Modelling Approach for Longitudinal Studies
• Unnamed Item

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